+167.1%
FN vs CART
+21.6%
+145.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.3% |
| 7D | -1.7% | +1.0% | -2.7% | -1.8% |
| 30D | -22.0% | +12.6% | -34.6% | -23.1% |
| 3M | -43.0% | +23.1% | -66.1% | -44.6% |
| 6M | -27.7% | +39.5% | -67.3% | -31.9% |
| YTD | -10.5% | +13.5% | -24.1% | -12.5% |
| 1Y | +12.5% | +14.9% | -2.4% | +9.2% |
| All | +167.1% | +21.6% | +145.5% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling